Not all macroalgae can foul a tank in the event of a sexual event. Caulerpa is the only one I know of actually. I don't think it's that dangerous to have a small plant, or animal for that matter, die in the tank. The mass of the thing that's decomposing and the size of your system would dictate how big of an issue it would be.
If you like the look of the plant, I would leave it. Personally, I think there are many other types of algae that are nicer looking than sargassum.